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MSOS vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSOS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Pure US Cannabis ETF (MSOS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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MSOS vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MSOS
AdvisorShares Pure US Cannabis ETF
-24.79%23.88%-45.65%0.29%-72.68%-29.69%47.95%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%5.42%

Returns By Period

In the year-to-date period, MSOS achieves a -24.79% return, which is significantly lower than VOO's -4.42% return.


MSOS

1D
12.70%
1M
-8.51%
YTD
-24.79%
6M
-25.89%
1Y
36.02%
3Y*
-14.55%
5Y*
-39.20%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSOS vs. VOO - Expense Ratio Comparison

MSOS has a 0.74% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

MSOS vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSOS
MSOS Risk / Return Rank: 3535
Overall Rank
MSOS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MSOS Sortino Ratio Rank: 5757
Sortino Ratio Rank
MSOS Omega Ratio Rank: 4343
Omega Ratio Rank
MSOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MSOS Martin Ratio Rank: 2222
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSOS vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MSOSVOODifference

Sharpe ratio

Return per unit of total volatility

0.33

0.98

-0.65

Sortino ratio

Return per unit of downside risk

1.42

1.50

-0.08

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.66

1.53

-0.87

Martin ratio

Return relative to average drawdown

1.32

7.29

-5.97

MSOS vs. VOO - Sharpe Ratio Comparison

The current MSOS Sharpe Ratio is 0.33, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MSOS and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSOSVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.98

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

0.70

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.83

-1.23

Correlation

The correlation between MSOS and VOO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MSOS vs. VOO - Dividend Comparison

MSOS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.00%0.27%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

MSOS vs. VOO - Drawdown Comparison

The maximum MSOS drawdown since its inception was -96.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSOS and VOO.


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Drawdown Indicators


MSOSVOODifference

Max Drawdown

Largest peak-to-trough decline

-96.25%

-33.99%

-62.26%

Max Drawdown (1Y)

Largest decline over 1 year

-52.91%

-11.98%

-40.93%

Max Drawdown (5Y)

Largest decline over 5 years

-95.26%

-24.52%

-70.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-93.53%

-6.29%

-87.24%

Average Drawdown

Average peak-to-trough decline

-71.08%

-3.72%

-67.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.44%

2.52%

+23.92%

Volatility

MSOS vs. VOO - Volatility Comparison

AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 22.69% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that MSOS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSOSVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.69%

5.29%

+17.40%

Volatility (6M)

Calculated over the trailing 6-month period

79.95%

9.44%

+70.51%

Volatility (1Y)

Calculated over the trailing 1-year period

109.99%

18.10%

+91.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.80%

16.82%

+58.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.16%

17.99%

+55.17%